+4,079.3%
EFX vs BWA
+3,492.4%
+587.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.1% | -7.2% |
| 7D | -8.6% | +5.7% | -14.3% | -10.1% |
| 30D | +0.1% | +1.4% | -1.3% | -0.6% |
| 3M | +3.8% | -12.1% | +15.9% | +6.6% |
| 6M | -13.5% | +28.6% | -42.1% | -21.3% |
| YTD | -17.7% | +51.1% | -68.8% | -29.7% |
| 1Y | -25.6% | +55.9% | -81.4% | -37.2% |
| 3Y | -12.1% | +70.1% | -82.2% | -29.2% |
| 5Y | -33.8% | +90.7% | -124.5% | -49.4% |
| 10Y | +45.1% | +154.0% | -108.8% | -5.8% |
| All | +4,079.3% | +3,492.4% | +587.0% | +1,238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling